+1,784.5%
SGI vs NLY
+317.7%
+1,466.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.3% |
| 7D | -4.5% | -4.0% | -0.5% | -2.0% |
| 30D | +4.2% | -5.2% | +9.4% | +7.8% |
| 3M | -7.4% | +2.8% | -10.3% | -8.9% |
| 6M | -15.1% | +4.2% | -19.3% | -16.6% |
| YTD | -24.7% | +4.7% | -29.4% | -26.4% |
| 1Y | -21.8% | +12.7% | -34.5% | -27.1% |
| 3Y | +50.0% | +62.5% | -12.5% | +10.9% |
| 5Y | +48.9% | +26.3% | +22.6% | +26.2% |
| 10Y | +267.1% | +81.0% | +186.1% | +147.6% |
| All | +1,784.5% | +317.7% | +1,466.8% | +674.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling